Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.622128 0.700643 0.789342 0.897819 1.028080 1.180983 1.376324
2024-12-15 00:00:00+00:00 0.543007 0.643453 0.765519 0.927500 1.141085 1.419550 1.821544
2024-12-22 00:00:00+00:00 0.496592 0.612571 0.762049 0.974459 1.278513 1.715361 2.426810
2024-12-29 00:00:00+00:00 0.453064 0.576934 0.744317 0.996113 1.383090 1.990303 3.101301
2025-01-05 00:00:00+00:00 0.416554 0.544667 0.724835 1.009597 1.476081 2.271116 3.904605
2025-01-12 00:00:00+00:00 0.381758 0.509928 0.696135 1.002845 1.533636 2.507705 4.741635
2025-01-19 00:00:00+00:00 0.343490 0.465783 0.647626 0.956272 1.512705 2.593637 5.303487
2025-01-26 00:00:00+00:00 0.324259 0.447631 0.636241 0.968263 1.598072 2.914366 6.637409
2025-02-02 00:00:00+00:00 0.308040 0.432251 0.627068 0.981987 1.689061 3.278933 8.392303
2025-02-09 00:00:00+00:00 0.289380 0.411275 0.606343 0.971582 1.728915 3.540147 10.077310
2025-02-16 00:00:00+00:00 0.275884 0.397264 0.595598 0.977784 1.804997 3.923226 12.682360
2025-02-23 00:00:00+00:00 0.256275 0.371844 0.562988 0.937626 1.769656 3.991940 14.034874
2025-03-02 00:00:00+00:00 0.237607 0.347261 0.530741 0.896292 1.728820 4.047885 15.546122
2025-03-09 00:00:00+00:00 0.229957 0.340400 0.529048 0.916104 1.839072 4.621784 21.258436
2025-03-16 00:00:00+00:00 0.225706 0.338846 0.536577 0.955956 2.010631 5.509448 32.429250
2025-03-23 00:00:00+00:00 0.218736 0.332055 0.533738 0.973118 2.127806 6.288504 47.265108
2025-03-30 00:00:00+00:00 0.211522 0.324301 0.528324 0.983753 2.230463 7.095820 69.903981
2025-04-06 00:00:00+00:00 0.202768 0.313227 0.515562 0.975786 2.276687 7.694463 97.532319
2025-04-13 00:00:00+00:00 0.190567 0.295290 0.488104 0.930101 2.196392 7.619091 108.740880
2025-04-20 00:00:00+00:00 0.185316 0.289642 0.484505 0.941129 2.300608 8.619282 182.448876
2025-04-27 00:00:00+00:00 0.180596 0.284660 0.481806 0.954005 2.415810 9.825180 348.356818
2025-05-04 00:00:00+00:00 0.173966 0.275767 0.470473 0.943818 2.449208 10.568303 594.294261
2025-05-11 00:00:00+00:00 0.169264 0.270217 0.465617 0.949659 2.543217 11.877005 1494.317742